I applied online. I interviewed at Jefferies (London, England) in Jan 2026
Interview
1st round on videocall with 1 interviewer about 30/45 minutes
2nd round in person with 3 interviewers, about 45min each
Mostly technical questions out of CV and general option pricing with a few minutes to ask questions about the role
Interview questions [1]
Question 1
Mix of basic numerical option pricing, greeks calculation, risk metrics via historical simulation and related past experience
